S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:23.54% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7372 | 5.27 | |
| 0.0574 | 53.29 | |
| 0.9946 | 969.40 | |
| 6.4016 | 9.05 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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